Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.68% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,479 | 250,479 | 52,339 CHF | 54,844 CHF | 100.00% | 100.00% |
14/05/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,639 | 274,616 | 52,022 CHF | 54,764 CHF | 99.72% | 99.72% |
13/05/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 209,813 | 209,813 | 52,276 CHF | 54,375 CHF | 100.00% | 100.00% |
10/05/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 201,262 | 201,278 | 52,309 CHF | 54,325 CHF | 100.00% | 100.00% |
08/05/2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 264,654 | 264,688 | 51,868 CHF | 54,521 CHF | 100.00% | 100.00% |
07/05/2024 | 6.14% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 329,380 | 329,379 | 51,994 CHF | 55,288 CHF | 99.77% | 99.77% |
06/05/2024 | 7.12% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 385,558 | 385,559 | 52,208 CHF | 56,064 CHF | 99.76% | 99.76% |
03/05/2024 | 8.11% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 435,165 | 435,174 | 51,490 CHF | 55,843 CHF | 100.00% | 100.00% |
02/05/2024 | 8.29% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 444,596 | 444,598 | 51,425 CHF | 55,871 CHF | 100.00% | 100.00% |
30/04/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 404,997 | 404,997 | 51,663 CHF | 55,713 CHF | 100.00% | 100.00% |